Estimation of Parameters from Discrete Random Nonstationary Time Series
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Publication:5325430
DOI10.1143/PTPS.179.198zbMath1175.91136MaRDI QIDQ5325430
Hideki Takayasu, Tomomichi Nakamura
Publication date: 10 August 2009
Published in: Progress of Theoretical Physics Supplement (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Asymptotic properties of parametric tests (62F05)
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